Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 947300.6416 | 841761.6489 | 105538.9927 | 1034370.9338 | -165828.3671 | 1200199.3009 |
Total P&L (%) | 947.3006 | 841.7616 | 105.539 | 1034.3709 | -165.8284 | 1200.1993 |
Avg Daily Profit (%) | 0.4084 | 0.3629 | 0.0455 | 0.1048 | 0 | 0.1107 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132808 | -148388 | -181085 | -3671103 | -2484839 | -1309541 |
Profit Factor | 1.9187 | 2.4755 | 1.2291 | 1.1289 | 0.9675 | 1.411 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Losing Trades | 102 | 54 | 48 | 102 | 54 | 48 |
Profitability (%) | 38.5542 | 34.9398 | 42.1687 | 38.5542 | 34.9398 | 42.1687 |
Ratio Avg Win / Avg Loss | 3.0579 | 4.6095 | 1.6856 | 1.7992 | 1.8016 | 1.935 |
Largest Winning Trade | 390970 | 390970 | 60834 | 1974789 | 1974789 | 1575185 |
Largest Losing Trade | -55207 | -51610 | -55207 | -1392776 | -1392776 | -304008 |
Avg Bars in Trades | 54 | 64 | 44 | 54 | 64 | 44 |
Avg Bars in Winners | 91 | 104 | 81 | 91 | 104 | 81 |
Avg Bars in Losers | 30 | 42 | 16 | 30 | 42 | 16 |
Bars Traded | 9000 | 5330 | 3670 | 9000 | 5330 | 3670 |
Profit Streak | 14.7889 | 0 | 17.7889 | 14.7889 | 0 | 17.7889 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376891 | 286531 | -134188 | -133333 | -584188 | -45794 |
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{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9278, "evaluation_days": 2319.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562565600000, "last_datapoint_time": 1759730400000, "evaluation_time": 1759733759987, "expiration_time": 1765742544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 24, "offset": 0, "poles": 2 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|